-4.3%
RKT vs AMRZ
-13.6%
+9.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +2.1% | -1.9% | +4.0% | +3.6% |
| 30D | +1.4% | -16.9% | +18.4% | +15.5% |
| 3M | +6.3% | -19.2% | +25.5% | +23.5% |
| 6M | -15.5% | -29.3% | +13.8% | +6.8% |
| YTD | -27.4% | -18.0% | -9.4% | -15.7% |
| 1Y | -26.6% | -15.1% | -11.5% | -17.1% |
| All | -4.3% | -13.6% | +9.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMRZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling